Testing for spurious regression in a panel data model with the individual number and time length growing

Journal of Applied Statistics

Volumn 33, Issue 8, 2006, Pages 759-772

  Chen, Wen Den ^a  

^a TUNGHAI UNIVERSITY   (Taiwan)

Author keywords

Panel data model; Pseudo spectral density function; Spurious regression; Tapering; Whittle method

Indexed keywords

EID: 33748125346     PISSN: 02664763     EISSN: 13600532     Source Type: Journal    
DOI: 10.1080/02664760600741989     Document Type: Article

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